McNeil, Alexander, Frey, Rüdiger, Embrechts, Paul. 2015. Quantitative Risk Management: Concepts, Techniques, and Tools. 2nd fully revised edition in Princeton Series in Finance. New Jersey: Princeton University Press.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Book (monograph) |
| Language | English |
| Title | Quantitative Risk Management: Concepts, Techniques, and Tools. 2nd fully revised edition in Princeton Series in Finance |
| Location | New Jersey |
| Publisher | Princeton University Press |
| Year | 2015 |
| URL | http://press.princeton.edu/titles/10496.html |
| ISBN | 9780691166278 |
Associations
- People
- Frey, Rüdiger (Details)
- External
- Embrechts, Paul
- McNeil, Alexander
- Organization
- Institute for Statistics and Mathematics IN (Details)